The DO Loop

Programming Tips

Strengthen your programming skills with tips and techniques from the experts

Rick WicklinMarch 19, 2018 4

Compute with combinations: Maximize a function over combinations of variables

About once a month I see a question on the SAS Support Communities that involves what I like to call "computations with combinations." A typical question asks how to find k values (from a set of p values) that maximize or minimize some function, such as "I have 5 variables,

English

Analytics | Programming Tips

Rick WicklinMarch 7, 2018 11

Fit a distribution from quantiles

Data analysts often fit a probability distribution to data. When you have access to the data, a common technique is to use maximum likelihood estimation (MLE) to compute the parameters of a distribution that are "most likely" to have produced the observed data. However, how can you fit a distribution

English

Analytics | Programming Tips

Rick WicklinMarch 5, 2018 6

The probability of a saddle point in a matrix

Many people know that a surface can contain a saddle point, but did you know that you can define the saddle point of a matrix? Saddle points in matrices are somewhat rare, which means that if you choose a random matrix you are unlikely to choose one that has a

English

Analytics | Programming Tips

Solve nonlinear system of equations in SAS

Rick WicklinFebruary 28, 2018 3

Solve a system of nonlinear equations with SAS

This article shows how to use SAS to solve a system of nonlinear equations. When there are n unknowns and n equations, this problem is equivalent to finding a multivariate root of a vector-valued function F(x) = 0 because you can always write the system as f1(x1, x2, ..., xn)

English

Learn SAS | Programming Tips

Rick WicklinFebruary 26, 2018 8

How to use FIRST.variable and LAST.variable in a BY-group analysis in SAS

My article about the difference between CLASS variables and BY variables in SAS focused on SAS analytical procedures. However, the BY statement is also useful in the SAS DATA step where it is used to merge data sets and to analyze data at the group level. When you use the

English

Analytics | Programming Tips

Quantiles are the solutions to the equation CDF(x)-p=0, where p is a probability

Rick WicklinFebruary 19, 2018 3

Compute the quantiles of any distribution

Your statistical software probably provides a function that computes quantiles of common probability distributions such as the normal, exponential, and beta distributions. Because there are infinitely many probability distributions, you might encounter a distribution for which a built-in quantile function is not implemented. No problem! This article shows how to

English

Programming Tips

Rick WicklinFebruary 5, 2018 1

Simulate the birthday-matching problem

This article simulates the birthday-matching problem in SAS. The birthday-matching problem (also called the birthday problem or birthday paradox) answers the following question: "if there are N people in a room, what is the probability that at least two people share a birthday?" The birthday problem is famous because the

English

Learn SAS | Programming Tips

Rick WicklinJanuary 29, 2018 16

How to use the new random-number generators in SAS

What is a random number generator? What are the random-number generators in SAS, and how can you use them to generate random numbers from probability distributions? In SAS 9.4M5, you can use the STREAMINIT function to select from eight random-number generators (RNGs), including five new RNGs. After choosing an RNG,

English

Programming Tips

Rick WicklinJanuary 24, 2018 0

Use lists to pass parameters to SAS/IML functions

A popular way to use lists in the SAS/IML language is to pack together several related matrices into a single data structure that can be passed to a function. Imagine that you have written an algorithm that requires a dozen different parameters. Historically, you would have to pass those parameters

English

Programming Tips

Rick WicklinJanuary 22, 2018 1

Create lists by using a natural syntax in SAS/IML

SAS/IML 14.3 (SAS 9.4M5) introduced a new syntax for creating lists and for assigning and extracting item in a list. Lists (introduced in SAS/IML 14.2) are data structures that are convenient for holding heterogeneous data. A single list can hold character matrices, numeric matrices, scalar values, and other lists, as

English

Blogs

Blogs

Programming Tips